NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
50.94 |
51.92 |
0.98 |
1.9% |
48.80 |
| High |
51.99 |
54.49 |
2.50 |
4.8% |
50.25 |
| Low |
49.06 |
51.08 |
2.02 |
4.1% |
45.08 |
| Close |
51.95 |
53.53 |
1.58 |
3.0% |
48.11 |
| Range |
2.93 |
3.41 |
0.48 |
16.4% |
5.17 |
| ATR |
2.96 |
2.99 |
0.03 |
1.1% |
0.00 |
| Volume |
52,398 |
77,405 |
25,007 |
47.7% |
343,566 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.26 |
61.81 |
55.41 |
|
| R3 |
59.85 |
58.40 |
54.47 |
|
| R2 |
56.44 |
56.44 |
54.16 |
|
| R1 |
54.99 |
54.99 |
53.84 |
55.72 |
| PP |
53.03 |
53.03 |
53.03 |
53.40 |
| S1 |
51.58 |
51.58 |
53.22 |
52.31 |
| S2 |
49.62 |
49.62 |
52.90 |
|
| S3 |
46.21 |
48.17 |
52.59 |
|
| S4 |
42.80 |
44.76 |
51.65 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.32 |
60.89 |
50.95 |
|
| R3 |
58.15 |
55.72 |
49.53 |
|
| R2 |
52.98 |
52.98 |
49.06 |
|
| R1 |
50.55 |
50.55 |
48.58 |
49.18 |
| PP |
47.81 |
47.81 |
47.81 |
47.13 |
| S1 |
45.38 |
45.38 |
47.64 |
44.01 |
| S2 |
42.64 |
42.64 |
47.16 |
|
| S3 |
37.47 |
40.21 |
46.69 |
|
| S4 |
32.30 |
35.04 |
45.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.49 |
45.95 |
8.54 |
16.0% |
3.09 |
5.8% |
89% |
True |
False |
56,543 |
| 10 |
54.49 |
45.08 |
9.41 |
17.6% |
3.04 |
5.7% |
90% |
True |
False |
61,711 |
| 20 |
54.49 |
41.46 |
13.03 |
24.3% |
2.93 |
5.5% |
93% |
True |
False |
54,649 |
| 40 |
54.49 |
40.85 |
13.64 |
25.5% |
2.76 |
5.2% |
93% |
True |
False |
45,548 |
| 60 |
59.66 |
40.85 |
18.81 |
35.1% |
2.93 |
5.5% |
67% |
False |
False |
37,901 |
| 80 |
61.33 |
40.85 |
20.48 |
38.3% |
3.08 |
5.8% |
62% |
False |
False |
34,251 |
| 100 |
76.00 |
40.85 |
35.15 |
65.7% |
3.24 |
6.1% |
36% |
False |
False |
30,269 |
| 120 |
107.08 |
40.85 |
66.23 |
123.7% |
3.34 |
6.2% |
19% |
False |
False |
27,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.98 |
|
2.618 |
63.42 |
|
1.618 |
60.01 |
|
1.000 |
57.90 |
|
0.618 |
56.60 |
|
HIGH |
54.49 |
|
0.618 |
53.19 |
|
0.500 |
52.79 |
|
0.382 |
52.38 |
|
LOW |
51.08 |
|
0.618 |
48.97 |
|
1.000 |
47.67 |
|
1.618 |
45.56 |
|
2.618 |
42.15 |
|
4.250 |
36.59 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.28 |
52.80 |
| PP |
53.03 |
52.07 |
| S1 |
52.79 |
51.34 |
|